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Lecture 9 Symmetric Matrices Subspaces and Nullspaces

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1 Lecture 9 Symmetric Matrices Subspaces and Nullspaces
Shang-Hua Teng

2 Matrix Transpose Addition: A+B Multiplication: AB Inverse: A-1
Transpose : A-T

3 Transpose

4 Inner Product and Outer Product

5 Properties of Transpose
End of Page 109: for a transparent proof

6 Ellipses and Ellipsoids
R r

7 Later R r Relating to

8 Symmetric Matrix Symmetric Matrix: A= AT
Graph of who is friend with whom and its matrix 1;John 2:Alice 4:Anu 3:Feng

9 Symmetric Matrix B is an m by n matrix

10 Elimination on Symmetric Matrices
If A = AT can be factored into LDU with no row exchange, then U = LT. In other words The symmetric factorization of a symmetric matrix is A = LDLT

11 So we know Everything about Solving a Linear System
Not quite but Almost Need to deal with degeneracy (e.g., when A is singular) Let us examine a bigger issues: Vector Spaces and Subspaces

12 What Vector Spaces Do We Know So Far
Rn: the space consists of all column (row) vectors with n components

13 Properties of Vector Spaces

14 Other Vector Spaces

15 Vector Spaces Defined by a Matrix
For any m by n matrix A Column Space: Null Space:

16 General Linear System The system Ax =b is solvable if and only if b is in C(A)

17 Subspaces A subspace of a vector space is a set of vectors (including 0) that satisfies two requirements: if v and w are vectors in the subspace and c is any scalar, then v+w is in the subspace cv is in the subspace

18 Subspace of R3 (Z): {(0,0,0)} (L): any line through (0,0,0)
(P): any plane through (0,0,0) (R3) the whole space A subspace containing v and w must contain all linear combination cv+dw.

19 Subspace of Rn (Z): {(0,0,…,0)} (L): any line through (0,0,…,0)
(P): any plane through (0,0,…,0) (k-subspace): linear combination of any k independent vectors (Rn) the whole space

20 Subspace of 2 by 2 matrices

21 Express Null Space by Linear Combination
A = [1 1 –2]: x + y -2z = 0 x = -y +2z Pivot variable Free variables Set free variables to typical values (1,0),(0,1) Solve for pivot variable: (-1,1,0),(2,0,1) {a(-1,1,0)+b(2,0,1)}

22 Express Null Space by Linear Combination
Guassian Elimination for finding the linear combination: find an elimination matrix E such that pivot EA = free

23 Permute Rows and Continuing Elimination (permute columns)

24 There must be free variables.
Theorem If Ax = 0 has more have more unknown than equations (m > n: more columns than rows), then it has nonzero solutions. There must be free variables.

25 Echelon Matrices Free variables


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